CIVE 627Linear Stochastic Systems
- Level
- Graduate
- Faculty
- Engineering
- Last listed
- 1971–72
No longer offered. It’s in Waterloo’s scanned calendars from 1967–68 to 1971–72; the 1995–96 to 2023–24 calendars are on ucalendar.
Response characteristics of linear system. Indicial response and frequency response. Weighting function and the convolution integral. Stability, transfer function concepts of linear systems. Introduction to analogue computation techniques. Functions of one and two random variables. Sequences of random variables, mean-square estimation, moments, characteristic functions. Stationary stochastic processes, transformation of stochastic systems. Correlation and power spectrum of stationary processes, linear systems for random stationary processes. Linear mean-square estimation, Wiener-Kolmogoroff theory, filtering and prediction. Prerequisite: Knowledge of elements of the theory of probability, distribution and density functions.
As printed in the 1970–71 to 1971–72 calendars, read by OCR; the scanned page is the original.
Check it elsewhere
In the scanned calendars
How it read in each calendar from 1967–68 to 1971–72, newest first. The text is OCR of the scanned pages; years whose wording matches are shown once, from the clearest scan. Each year links to its page on uwloo and to that page of the scanned PDF.
1970–71 to 1971–72 2 calendars
Response characteristics of linear system. Indicial response and frequency response. Weighting function and the convolution integral. Stability, transfer function concepts of linear systems. Introduction to analogue computation techniques. Functions of one and two random variables. Sequences of random variables, mean-square estimation, moments, characteristic functions. Stationary stochastic processes, transformation of stochastic systems. Correlation and power spectrum of stationary processes, linear systems for random stationary processes. Linear mean-square estimation, Wiener-Kolmogoroff theory, filtering and prediction. Prerequisite: Knowledge of elements of the theory of probability, distribution and density functions.
1967–68 to 1969–70 3 calendars
Response characteristics of linear systems. Indicial response and frequency response. Weighting function and the convolution integral. Stability. Transfer function concepts of linear systems. Introduction to analogue computation techniques. Statistical description of signals. Correlation functions, spectral densities, mean square error criterion. Analysis of linear systems in time domain for random processes. Parameter optimization of a linear statistical system. Wiener-Hopf equation.